//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
~person:"Nolte, Ingmar"
~source:"econis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation theory
5
Schätztheorie
5
Market microstructure
4
Marktmikrostruktur
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Börsenkurs
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Kleinste-Quadrate-Methode
2
Least squares method
2
Noise Trading
2
Noise trading
2
Analysis of variance
1
Asset Allocation
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Capital market returns
1
Correlation
1
Estimation
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Korrelation
1
Market Microstructure Noise
1
Microstructure noise
1
Portfolio selection
1
Portfolio-Management
1
Pre-averaged estimators
1
Realized Covariation
1
Realized Volatility
1
Realized volatility
1
Schätzung
1
Semi-covariance
1
Semi-variance
1
Varianzanalyse
1
Volatility Forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Nolte, Ingmar
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Fosten, Jack
5
Koop, Gary
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Phillips, Peter C. B.
4
Sbrana, Giacomo
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
Taylor, Robert
4
Andersen, Torben
3
Anderson, Richard G.
3
Ardia, David
3
Athanasopoulos, George
3
Clark, Todd E.
3
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of financial econometrics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->